Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data [0.03%]
基于150余年的数据看英国利率波动性预测
Hossein Hassani,Mohammad Reza Yeganegi,Juncal Cuñado et al.
Hossein Hassani et al.
This study examines the very short, short, medium and long-term forecasting ability of different univariate GARCH models of United Kingdom (UK)'s interest rate volatility, using a long span monthly data from May 1836 to June 2018. The main ...
Monitoring of zero-inflated binomial processes with a DEWMA control chart [0.03%]
基于DEWMA控制图的过度离散二项分布的状态监测方法研究
Vasileios Alevizakos,Christos Koukouvinos
Vasileios Alevizakos
Control charts are widely used for monitoring quality characteristics of high-yield processes. In such processes where a large number of zero observations exists in count data, the zero-inflated binomial (ZIB) models are more appropriate th...
A combined mixed- s-skip sampling strategy to reduce the effect of autocorrelation on the X̄ scheme with and without measurement errors [0.03%]
一种混合s-skip抽样策略的结合体以减少自相关对X ̄方案的影响（含或不含测量误差）
Sandile Charles Shongwe,Jean-Claude Malela-Majika,Philippe Castagliola
Sandile Charles Shongwe
In order to reduce the effect of autocorrelation on the X ¯ monitoring scheme, a new sampling strategy is proposed to form rational subgroup samples of size n. It requires sampling to be done such that: (i) observations from two con...
Double and group acceptance sampling plan for truncated life test based on inverse log-logistic distribution [0.03%]
基于截尾寿命试验的逆对数logistic分布的双层和分组抽样检验计划
Harsh Tripathi,Sanku Dey,Mahendra Saha
Harsh Tripathi
This paper introduces a double and group acceptance sampling plans based on time truncated lifetimes when the lifetime of an item follows the inverse log-logistic (ILL) distribution with known shape parameter. The operating characteristic f...
Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data [0.03%]
基于L-矩的广义Pareto和广义极值分布分位数的置信区间及其在开盘价数据中的应用
T Šimková
T Šimková
In a ground-breaking paper published in 1990 by the Journal of the Royal Statistical Society, J.R.M. Hosking defined the L-moment of a random variable as an expectation of certain linear combinations of order statistics. L-moments are an al...
Type-I intermittency from Markov binary block visibility graph perspective [0.03%]
基于马尔科夫二值块可视图的类型I间歇现象研究
Pejman Bordbar,Sodeif Ahadpour
Pejman Bordbar
In this work, the type-I intermittency is studied from the optimized Markov binary visibility graphs perspective. We consider a local Poincaré map such as the logistic map that is a simple model for exhibiting this type of intermittency. T...
EM algorithm for mixture of skew-normal distributions fitted to grouped data [0.03%]
分组数据混合斜Normal分布的EM算法
Mahdi Teimouri
Mahdi Teimouri
Grouped data are frequently used in several fields of study. In this work, we use the expectation-maximization (EM) algorithm for fitting the skew-normal (SN) mixture model to the grouped data. Implementing the EM algorithm requires computi...
Stefano Nasini,Victor Martínez-de-Albéniz
Stefano Nasini
In this paper, we study the problem of network discovery and influence propagation, and propose an integrated approach for the analysis of lead-lag synchronization in multiple choices. Network models for the processes by which decisions pro...
Ingo Klein,Monika Doll
Ingo Klein
Skewness is a well-established statistical concept for continuous and, to a lesser extent, for discrete quantitative statistical variables. However, for ordered categorical variables, limited literature concerning skewness exists, although ...
Distribution-free monitoring schemes based on order statistics: a general approach [0.03%]
基于顺序统计量的无分布监控方案：一种通用方法
Ioannis S Triantafyllou,Nikolaos I Panayiotou
Ioannis S Triantafyllou
In this article, we establish a new class of distribution-free Shewhart-type monitoring schemes based on order statistics. The setup of the proposed family of nonparametric control charts is presented in detail. Specific monitoring schemes,...